Each time that you allow an exception for a program to communicate through Windows Firewall, your computer is made more vulnerable. To allow an exception is like poking a hole through the firewall. If there are too many holes, there is not much wall left in your firewall. Unknown intruders often use software that scans the Internet looking for computers with unprotected connections. If you have many exceptions and open ports, your computer can become a victim of these intruders.
To help decrease your security risk if you allow exceptions:
Only allow an exception when you really need it.
Never allow an exception for a program that you don't recognize.
Remove an exception when you no longer need it.